arXiv research

Paper develops formulas and theorems in Hermitian geometry.

Paper compares absolute and relative real analytic torsion forms over fibrations.

We study comparison formulas for $ζ$-regularized determinants of self-adjoint extensions of the Laplacian on flat conical surfaces of genus $g\geq 2$. The cases of trivial and non-trivial holonomy of the metric turn out to differ significantly.

Quantifies Schur's theorem for curves in CAT(k) spaces.

Two explicit formulas for metric connections in the bundle of Dirac spinors are studied. Their equivalence is proved. The explicit formula relating the spinor curvature tensor with the Riemann curvature tensor is rederived.

We construct a new representation formula for indefinite improper affine spheres in terms of two para-holomorphic functions and study singularities which appear in this representation formula. As a result, it follows that cuspidal cross caps never appear as the singularities on indefinite improper affine spheres and so…

We present and prove Polyakov-Alvarez type comparison formulas for the determinants of Friederichs extensions of Laplacians corresponding to conformally equivalent metrics on a compact Riemann surface with conical singularities. In particular, we find how the determinants depend on the orders of conical singularities. …

This study compares SPX and VIX options and quantifies their relationship.

New formulas compare total mean curvatures of nested hypersurfaces.

In this paper, we obtain a localization formula in differential K-theory for $S^1$-action. Then by combining an extension of Goette's result on the comparison of two types of equivariant $η$-invariants, we establish a version of localization formula for equivariant $η$-invariants. An important step of our approach is t…

Sharp bounds and rigidity theorems for eigenvalues on manifolds.

Study on Lorentzian spaces with curvature bounds, proving comparison theorems.

We describe min-max formulas for the principal eigenvalue of a $V$-drift Laplacian defined by a vector field $V$ on a geodesic ball of a Riemannian manifold $N$. Then we derive comparison results for the principal eigenvalue with the one of a spherically symmetric model space endowed with a radial vector field, under p…

The paper develops residue currents for cohesive modules and proves a generalized Poincaré-Lelong formula.

Formula for Laplacian determinants on polygonal domains with slits.

Study pseudo-laplacians and ζ(1) for spinor bundles over Riemann surfaces.

Inspired by a formula of Stern that relates scalar curvature to harmonic functions, we evaluate the mass of an asymptotically flat $3$-manifold along faces and edges of a large coordinate cube. In terms of the mean curvature and dihedral angle, the resulting mass formula relates to Gromov's scalar curvature comparison …

Derives formulas for determinant of Laplacian on curved surfaces.

We study a generalized functional related to the pullback metrics (3). We derive the first variation formula which yield stationary maps. We introduce the stress-energy tensor which is naturally linked to conservation law and yield monotonicity formula via the coarea formula and comparison theorem in Riemannian geometr…

The paper explores invariant subbundles in nonholonomic mechanics.

New comparison theorem for submanifolds with geometric inequalities.

3-manifolds with convex boundary are rigid in certain curvature conditions.

Krein's formula for conic Laplacians on compact Riemann surfaces

In this paper we discuss an extension of Perelman's comparison for quadrangles. Among applications of this new comparison theorem, we study the equidistance evolution of hypersurfaces in Alexandrov spaces with non-negative curvature. We show that, in certain cases, the equidistance evolution of hypersurfaces become tot…

The paper proves inequalities for submanifolds in Riemannian manifolds.

In this paper we derive a generic decomposition of the option pricing formula for models with finite activity jumps in the underlying asset price process (SVJ models). This is an extension of the well-known result by Alos (2012) for Heston (1993) SV model. Moreover, explicit approximation formulas for option prices are…

The paper generalizes Feynman-Kac formula for volatility uncertainty.

We develop the differential geometric and geometric analytic studies of Hamiltonian systems. Key ingredients are the curvature operator, the weighted Laplacian, and the associated Riccati equation. We prove the appropriate generalizations of Bochner--Weitzenböck formula and Laplacian comparison theorem, and study the h…

Sharp Steklov eigenvalue estimates for differential forms on manifolds.

Sharp gradient estimates for positive Ricci curvature manifolds.

Inspired by the work of Boris Vertman on refined analytic torsion for manifolds with boundary, in this paper we extend the construction of the Cappell-Miller analytic torsion to manifolds with boundary. We also compare it with the refined analytic torsion on manifolds with boundary. As a byproduct of the gluing formula…

We prove three new monotonicity formulas for manifolds with a lower Ricci curvature bound and show that they are connected to rate of convergence to tangent cones. In fact, we show that the derivative of each of these three monotone quantities is bounded from below in terms of the Gromov-Hausdorff distance to the neare…

Derives integral formula for Hodge and Teichmüller norms.

Integral formulae for foliated Riemannian manifolds provide obstructions for existence of foliations or compact leaves of them with given geometric properties. This paper continues our recent study and presents new integral formulae and their applications for codimension-one foliated Randers spaces. The goal is a gener…

On Kahler manifolds with Ricci curvature bounded from below, we establish some theorems which are counterparts of some classical theorems in Riemannian geometry, for example, Bishop-Gromov's relative volume comparison, Bonnet-Meyers theorem, and Yau's gradient estimate for positive harmonic functions. The tool is a Boc…

New proof confirms operations on constructible functions match theory.

The paper establishes eigenvalue inequalities for a specific operator on curved spaces.

In this paper we prove a new matrix Li-Yau-Hamilton estimate for Kähler-Ricci flow. The form of this new Li-Yau-Hamilton estimate is obtained by the interpolation consideration originated in \cite{Ch1}. This new inequality is shown to be connected with Perelman's entropy formula through a family of differential equalit…

Study compares Monge-Ampère capacities on Kähler manifolds.

Paper improves basket option pricing for log-normal models.

The paper explores dualities in differential equations and their applications in Riemannian geometry.

We establish several closed pricing formula for various path-independent payoffs, under an exponential Lévy model driven by the Variance Gamma process. These formulas take the form of quickly convergent series and are obtained via tools from Mellin transform theory as well as from multidimensional complex analysis. Par…

In this paper we present qualitative and quantitative comparison of various analytical and numerical approximation methods for calculating a position of the early exercise boundary of the American put option paying zero dividends. First we analyze their asymptotic behavior close to expiration. In the second part of the…

New formula for efficient spread option pricing in copula markets.

We describe a proof of M.T. Anderson's result on the rigidity of complete stationary initial data for the Einstein vacuum equations in spacetime dimension 3 + 1, under an extra assumption on the norm of the stationary Killing vector field. The argument only involves basic comparison geometry along with some Bochner-Wei…

Market illiquidity, feedback effects, presence of transaction costs, risk from unprotected portfolio and other nonlinear effects in PDE based option pricing models can be described by solutions to the generalized Black-Scholes parabolic equation with a diffusion term nonlinearly depending on the option price itself. Di…

Derives integral formula for differential forms on compact spaces with applications.

Formula for Heegaard Floer multicurves of double tangles from knot complements.